My Linksys (Cisco) refers to it as a "Passphrase" and it is the code you enter on a computer trying to connect wirelessly. Make sure they are both using the same sort of encryption.
You're not confusing this with the router settings Password
are you? That's completely different and only lets you get into the router settings, not wireless connectivity. Unless you've allowed it to be changed over a wireless connection (risky!) you'll need to connect a cable to mess with that.